Related papers: The Jacobi matrices approach to Nevanlinna-Pick pr…
Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…
This paper deals with a hybrid joint diagonalization (JD) problem considering both Hermitian and transpose congruences. Such problem can be encountered in certain non-circular signal analysis applications including blind source separation.…
The problem of computing recurrence coefficients of sequences of rational functions orthogonal with respect to a discrete inner product is formulated as an inverse eigenvalue problem for a pencil of Hessenberg matrices. Two procedures are…
Using a change of basis in the algebra of symmetric functions, we compute the moments of the Hermitian Jacobi process. After a careful arrangement of the terms and the evaluation of the determinant of an `almost upper-triangular' matrix, we…
We consider the class of bounded symmetric Jacobi matrices $J$ with positive off-diagonal elements and complex diagonal elements. With each matrix $J$ from this class, we associate the spectral data, which consists of a pair $(\nu,\psi)$.…
We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…
For a finite dimensional unital complex simple Jordan superalgebra $J$, the Tits-Kantor-Koecher construction yields a 3-graded Lie superalgebra $\mathfrak g_\flat\cong \mathfrak g_\flat(-1)\oplus\mathfrak g_\flat(0)\oplus\mathfrak…
We propose subspace methods for 3-parameter eigenvalue problems. Such problems arise when separation of variables is applied to separable boundary value problems; a particular example is the Helmholtz equation in ellipsoidal and…
This paper addresses a class of nonsmooth and nonconvex optimization problems defined on complete Riemannian manifolds. The objective function has a composite structure, combining convex, differentiable, and lower semicontinuous terms,…
In this paper we obtain a Nevanlinna-type formula for the matrix Hamburger moment problem in a general case. We only assume that the problem is solvable and has more that one solution. We express the matrix coefficients of the corresponding…
In this paper we study higher-order difference equations which can be written as follows: $$ \mathbf{J} (y_0,y_1,...)^T = \lambda^N (y_0,y_1,...)^T, $$ where $\mathbf{J}$ is a $(2N+1)$-diagonal bounded banded matrix…
We present a kernel-based linear matrix inequality (LMI) approach for the approximate solution of Hamilton--Jacobi--Bellman (HJB) equations arising in nonlinear optimal control. The method represents the gradient of the value function in a…
The goal of this note is to apply ideas from commutative algebra (a.k.a. affine algebraic geometry) to the question of constrained Nevanlinna-Pick interpolation. More precisely, we consider subalgebras $A \subset…
In the PhD thesis of the second author under the supervision of the third author was defined the class SI of J-contractive functions, depending on a parameter and arising as transfer functions of overdetermined conservative 2D systems…
In this manuscript, a generalized inverse eigenvalue problem is considered that involves a linear pencil $(z\mathcal{J}_{[0,n]}-\mathcal{H}_{[0,n]})$ of matrices arising in the theory of rational interpolation and biorthogonal rational…
We study resonances for Jacobi operators on the half lattice with matrix valued coefficient and finitely supported perturbations. We describe a forbidden domain, the geometry of resonances and their asymptotics when the main coefficient of…
The paper concerns with infinite symmetric block Jacobi matrices $\bf J$ with $p\times p$-matrix entries. We present new conditions for general block Jacobi matrices to be selfadjoint and have discrete spectrum. In our previous papers there…
Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the…
Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…
Convergence of diagonal Pad\'e approximants is studied for a class of functions which admit the integral representation $ {\mathfrak F}(\lambda)=r_1(\lambda)\int_{-1}^1\frac{td\sigma(t)}{t-\lambda}+r_2(\lambda), $ where $\sigma$ is a finite…